A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications
نویسندگان
چکیده
منابع مشابه
A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications
In this paper a simple derivation of duality is presented for convex quadratic programs with a convex quadratic constraint. This problem arises in a number of applications including trust region subproblems of nonlinear programming, regularized solution of ill-posed least squares problems, and ridge regression problems in statistical analysis. In general, the dual problem is a concave maximizat...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2000
ISSN: 0377-2217
DOI: 10.1016/s0377-2217(99)00173-3